+101.0%
SPXL vs WCC
+139.9%
-39.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.4% | -0.1% |
| 7D | +7.4% | +9.9% | -2.5% | +0.8% |
| 30D | -7.8% | -8.4% | +0.6% | -3.2% |
| 3M | -11.9% | -10.3% | -1.6% | -7.1% |
| 6M | -1.7% | -10.5% | +8.7% | +2.6% |
| YTD | +20.8% | +32.2% | -11.4% | -6.3% |
| 1Y | +25.0% | +25.5% | -0.5% | +0.5% |
| 3Y | +226.1% | +134.7% | +91.4% | +47.1% |
| All | +101.0% | +139.9% | -39.0% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling